MODEL VERDICT
Brookfield Asset Management Ltd. (BAM)
Relative Valuation•Peer multiples, Monte Carlo simulation & quality-adjusted fair value
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Composite score derived from valuation, quality, and risk factors
Quantitative model thresholds · For educational and research purposes only
Each row records the model's monthly assessment. High Conviction = the model detected notable undervaluation vs peers. Neutral = no notable divergence was found. The return column shows the actual price change over 90 days for reference. This is a quantitative observation log — not investment advice.
| Date | Assessment | Score | Price | Status | 90d Fwd Return |
|---|---|---|---|---|---|
| May 1, 2026 | NEUTRAL | 0.43 | $47.98 | CURRENT | — |
| Apr 24, 2026 | NEUTRAL | 0.45 | $47.57 | CURRENT | — |
| Apr 17, 2026 | NEUTRAL | 0.42 | $49.32 | CURRENT | — |
| Apr 16, 2026 | NEUTRAL | 0.43 | $48.83 | CURRENT | — |
| Apr 10, 2026 | NEUTRAL | 0.38 | $44.90 | CURRENT | — |
Historical model observations for research purposes only. Past quantitative patterns do not predict future results. Not a recommendation to buy, sell, or hold any security.
| Methodology | Fair Value | vs Current | Weight | Quality | Status |
|---|---|---|---|---|---|
| Industry Median P/E 9 industry peers | $40.46 | -15.7% | 30% | A | Peer Data |
| Price / Book 11 industry peers | $4.13 | -91.4% | 25% | B | Model Driven |
| Price / Tangible Book 10 bank peers | $5.47 | -88.6% | 20% | B+ | Bank Primary |
| Dividend Yield 9 industry peers | $13.84 | -71.2% | 10% | B | Supplementary |
| Earnings Yield 10 industry peers | $41.06 | -14.4% | 8% | B | Data |
| Forward P/E 11 analyst estimates | $29.52 | -38.5% | 7% | A- | Analyst Est. |
| Weighted Output Blended model output | $54.24 | +13.1% | 100% | 71 | SLIGHTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 31× | 34× | 37× (Current) | 40× | 43× |
|---|---|---|---|---|---|
| Bear Case (4%) | $41 | $45 | $49 | $53 | $57 |
| Conservative (7%) | $42 | $46 | $50 | $55 | $59 |
| Base Case (10.0%) | $44 | $48 | $52 | $56 | $61 |
| Bull Case (14%) | $45 | $49 | $54 | $58 | $62 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 224.77 | 42.34 | 34.68 | 597.29 | 322.64 |
| EV/EBIT | 26.45 | 23.97 | 17.62 | 37.75 | 10.29 |
| EV/EBITDA | 23.34 | 21.10 | 16.08 | 32.84 | 8.60 |
| P/FFO | 33.08 | 33.71 | 23.85 | 41.68 | 8.94 |
| P/TBV | 27.54 | 29.96 | 22.22 | 30.43 | 4.61 |
| P/B Ratio | 25.68 | 27.75 | 19.34 | 29.96 | 5.60 |
| Div Yield | 0.03 | 0.01 | 0.01 | 0.07 | 0.04 |
| P/S Ratio | 16.97 | 15.38 | 12.68 | 22.85 | 5.27 |
Based on our peer multiples analysis with 17 valuation metrics, the model estimates BAM's fair value at $54.24 vs the current price of $47.98, implying +13.1% upside potential. Model verdict: Slightly Undervalued. Confidence: 71/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $54.24 is calculated using four lenses: industry median multiples (40%), historical multiples (30%), forward estimates (20%), and quality-adjusted multiples (10%). Monte Carlo simulation (10,000 iterations) gives a range of $24.80 (P10) to $136.63 (P90), with a median of $65.46.
BAM's current P/E of 37.5x compares to the industry median of 31.6x (9 peers in the group). This represents a +18.6% premium to the industry. The historical average P/E is 224.8x over 3 years. Signal: Slight Premium.
20 analysts cover BAM with a consensus rating of Buy. The consensus price target is $61.83 (range: $52.00 — $74.00), implying +28.9% upside from the current price. Grade breakdown: Strong Buy (0), Buy (9), Hold (9), Sell (2), Strong Sell (0).
The model confidence score is 71/100, based on: data completeness (30), peer quality (25), historical depth (10), earnings stability (4), and model agreement (2). Cyclicality penalty: -0 points. The model shows strong agreement across inputs.
The model flags several key risks: (1) Macro/regulatory risks are not captured in this model but remain material.
Peak earnings risk refers to the possibility that BAM's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of +0.4σ, meaning margins are 0.4 standard deviations above their historical average. If margins revert to the 3-year mean (43.6%), the model estimates fair value drops by 38020.0% to approximately $230. This isn't a prediction — it's a scenario analysis.
No. This dashboard is a quantitative research tool for educational and informational purposes only. It is not investment advice, a solicitation, or a recommendation to buy, sell, or hold any security. The operator of this platform is not a registered investment advisor (RIA), broker-dealer, or financial planner. All model outputs, fair value estimates, signals, and scenarios are the result of automated quantitative computations and should not be construed as professional financial guidance. You should consult a qualified, licensed financial advisor before making any investment decisions. Past model performance is not indicative of future results.